A review on Black-Scholes model

A review on Black-Scholes model

The Black-Scholes model has been served as the most fundamental model in option pricing for over four decades. Its derivation is based on ideal assumptions which are impossible in practice. Empirical evidences showed that the Black-Scholes model provides reasonable theoretical estimations of option...

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書目詳細資料
主要作者:	Yang, Yang
其他作者:	Shu Jian Jun
格式:	Final Year Project
語言:	English
出版:	2016
主題:	DRNTU::Engineering
在線閱讀:	http://hdl.handle.net/10356/68772
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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